超前倒向重随机微分方程

本文研究一类带Lipschitz 系数的超前倒向重随机微分方程。首先利用压缩映像原理得到这类方程的解的存在唯一性,然后给出一维情形下几种不同形式的比较定理,并给出大量的例子来展示所得理论结果的应用。     

带跳的倒向重随机系统的最大值原理及其应用

本文研究带跳的倒向重随机系统的随机控制问题的最优性条件。在控制域为凸且控制变量进入所有系数条件下,分别以局部形式和全局形式给出必要性最优条件和充分性最优条件。把上述最大值原理应用于重随机线性二次最优控制问题,得到唯一的最优控制,并且给出应用的例子。     

On existence,uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales

In this paper we study the existence and uniqueness of solutions of multi-valued stochastic differential equations driven by continuous semimartingales when the coefficients are stochastically Lipschitz continuous. We also show the convergence results when the random coefficients or the differentials converge.     

Weighted composition operators and locally convex algebras

The Gleason-Kahane-Zelazko theorem characterizes the continuous homo-morphism of an associative, locally multiplicatively convex, sequentially complete algebra A into the field C among all linear forms on A. This characterization will be applied along two different directions. In the case in which A is a commutative Banach algebra, the theorem yields the representation of some classes of continuous linear maps A:A→A as weighted composition operators, or as composition operators when A is a continuous algebra endomorphism. The theorem will then be applied to explore the behaviour of continuous linear forms on quasi-regular elements, when A is either the algebra of all Hilbert-Schmidt operators or a Hilbert algebra.     

Weighted composition operators and locally convex algebras

The Gleason-Kahane-Zelazko theorem characterizes the continuous homomorphism of an associative, locally multiplicatively convex, sequentially complete algebra A into the field ? among all linear forms on A. This characterization will be applied along two different directions. In the case in which A is a commutative Banach algebra, the theorem yields the representation of some classes of continuous linear maps A : A→ A as weighted composition operators, or as composition operators when A is a continuous algebra endomorphism. The theorem will then be applied to explore the behaviour of continuous linear forms on quasi-regular elements, when A is either the algebra of all Hilbert-Schmidt operators or a Hilbert algebra.     

Learning continuous time Bayesian network classifiers

Streaming data are relevant to finance, computer science, and engineering while they are becoming increasingly important to medicine and biology. Continuous time Bayesian network classifiers are designed for analyzing multivariate streaming data when time duration of event matters. Structural and parametric learning for the class of continuous time Bayesian network classifiers are considered in the case where complete data is available. Conditional log-likelihood scoring is developed for structural learning on continuous time Bayesian network classifiers. Performance of continuous time Bayesian network classifiers learned when combining conditional log-likelihood scoring and Bayesian parameter estimation are compared with that achieved by continuous time Bayesian network classifiers when learning is based on marginal log-likelihood scoring and to that achieved by dynamic Bayesian network classifiers. Classifiers are compared in terms of accuracy and computation time. Comparison is based on numerical experiments where synthetic and real data are used. Results show that conditional log-likelihood scoring combined with Bayesian parameter estimation outperforms marginal log-likelihood scoring. Conditional log-likelihood scoring becomes even more effective when the amount of available data is limited. Continuous time Bayesian network classifiers outperform in terms of computation time and accuracy dynamic Bayesian network on synthetic and real data sets.     

Continuous convergence and functional analysis

The usual setting for Functional Analysis is the category LCS of locally convex topological vector spaces. There are, however, advantages in working in a larger setting, the category CVS of convergence vector spaces—even if one's interest is restricted to LCS. In CVS, one has access to a dual structure, continuous convergence, unavailable in LCS.

We show that theorems such as Grothendieck's completion theorem, Ptak's closed graph and open mapping theorems and the Banach-Steinhaus theorem are transformed from technical results in LCS to transparent and elegant results when examined in CVS with continuous convergence. In the theory of distributions, important bilinear mappings such as evaluations, multiplication and convolution, which are separately continuous when viewed in LCS, become jointly continuous in CVS.     

Continuous Accumulation Games in Continuous Regions

In a continuous accumulation game on a continuous region, a Hider distributes material over a continuous region at each instant of discrete time, and a Seeker examines the region. If the Seeker locates any of the material hidden, the Seeker confiscates it. The goal of the Hider is to accumulate a certain amount of material before a given time, and the goal of the Seeker is to prevent this. In previous works, we have studied accumulation games involving discrete objects and continuous material over discrete locations. The issues raised when the region is continuous are substantially different. In this paper, we study accumulation of continuous material over two types of continuous regions: the interval and the circle.     

Functors on the category of quasi-fibrations

We consider the following questions: when can we extend a continuous endofunctor on Top the category of topological spaces to a fibrewise continuous endofunctor on Top(2) the category of continuous maps? If this is true, does such fibrewise continuous endofunctor preserve fibrations? In this paper, we define Fib the topological category of cell-wise trivial fibre spaces over polyhedra and show that any continuous endofunctor on Top induces a fibrewise continuous endofunctor on Fib preserving the class of quasi-fibrations.     

Existence of mild solutions for semilinear differential equations with nonlocal and impulsive conditions

This paper is concerned with the existence of mild solutions for impulsive semilinear differential equations with nonlocal conditions. Using the technique of measures of noncompactness in Banach and Fréchet spaces of piecewise continuous functions, existence results are obtained both on bounded and unbounded intervals, when the impulsive functions and the nonlocal item are not compact in the space of piecewise continuous functions but they are continuous and Lipschitzian with respect to some measure of noncompactness, and the linear part generates only a strongly continuous evolution system.     

Existence results for semilinear differential equations with nonlocal and impulsive conditions

This paper is concerned with the existence for impulsive semilinear differential equations with nonlocal conditions. Using the techniques of approximate solutions and fixed point, existence results are obtained, for mild solutions, when the impulsive functions are only continuous and the nonlocal item is Lipschitz in the space of piecewise continuous functions, is not Lipschitz and not compact, is continuous in the space of Bochner integrable functions, respectively.     

Analysis of Tensor Approximation Schemes for Continuous Functions

In this article, we analyze tensor approximation schemes for continuous functions. We assume that the function to be approximated lies in an isotropic Sobolev space and discuss the cost when approximating this function in the continuous analogue of the Tucker tensor format or of the tensor train format. We especially show that the cost of both approximations are dimension-robust when the Sobolev space under consideration provides appropriate dimension weights.

     

收敛无穷限广义积分被积函数在无穷远处性质

讨论了第一型广义积分收敛时被积函数在无穷远处渐近性质,证明当广义积分收敛时,被积函数在无穷远处不一定趋于零,而可以表现为其他多种形式,如剧烈振荡的连续函数,或间断函数,甚至可以是特殊形式的非负连续函数等.最后给出当广义积分收敛时,判别被积函数在无穷远处是否趋于零时的几个条件.     

A power penalty approach to a Nonlinear Complementarity Problem

We propose a novel power penalty approach to a Nonlinear Complementarity Problem (NCP) in which the NCP is approximated by a nonlinear equation containing a power penalty term. We show that the solution to the penalty equation converges to that of the NCP at an exponential rate when the function involved is continuous and ξ-monotone. A higher convergence rate is also obtained when the function becomes Lipschitz continuous. Numerical results are presented to confirm the theoretical findings.     

Two formulations of an elasto-plastic problem

Solutions of two elasto-plastic problems are compared when all the stress tensor components are continuous on the elasto-plastic boundary and when the tangential component undergoes a discontinuity.     

Factoring weakly compact operators and the inhomogeneous Cauchy problem

By using the technique of factoring weakly compact operators through reflexive Banach spaces we prove that a class of ordinary differential equations with Lipschitz continuous perturbations has a strong solution when the problem is governed by a closed linear operator generating a strongly continuous semigroup of compact operators.

     

Structural Stability for the Brinkman Equations of Porous Media

Explicit a priori continuous dependence estimates are derived for the Brinkman equations for non-isothermal flow in porous media. Continuous dependence on the cooling coefficient is shown when a boundary condition of Newton cooling type is employed. Continuous dependence on the model itself is proved when the Boussinesq model is allowed to change to one appropriate to penetrative convection. The final result derives an a priori continuous dependence estimate for the heat supply and body force.     

Decomposition of Analysis Operators and Frame Ranges for Continuous Frames

In this article, the measure space associated with a continuous frame is supposed to be σ-finite and positive, and a frame range is the range of the analysis operator for a continuous frame. Gabardo and Han in 2003 asked whether two frame ranges can both be contained in another one. To solve this problem, we give two decompositions of analysis operators and frame ranges for continuous frames respectively, which essentially establish a relationship between continuous frames and Hilbert-Schmidt operator valued frames. As applications, it follows that only separable Hilbert space can have a continuous frame, that there exists a continuous frame of Riesz-type if and only if the associated measure space is purely atomic, and that the sum of two frame ranges is still a frame range when the sum is closed. Finally, we construct a counterexample which shows that the Gabardo-Han problem is not necessarily true in general.     

Existence of nondensely defined evolution equations with nonlocal conditions

This paper is concerned with the existence for nondensely defined evolution equations with nonlocal conditions. Using the techniques of fixed point theory and approximate solutions, existence results are obtained, for integral solutions, when the nonlocal item is Lipschitz continuous or continuous, respectively. Examples are also given to illustrate our results.